-65.3%
IT vs ZYBT
-57.8%
-7.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.7% | +0.5% |
| 7D | -12.7% | -2.5% | -10.3% | -12.7% |
| 30D | -8.9% | -1.2% | -7.6% | -8.9% |
| 3M | +10.1% | +76.7% | -66.5% | +8.9% |
| 6M | +7.3% | +103.6% | -96.3% | +5.1% |
| YTD | -32.4% | +38.3% | -70.6% | -33.3% |
| 1Y | -26.6% | -84.7% | +58.1% | -25.0% |
| All | -65.3% | -57.8% | -7.5% | -67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ZYBT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling